STVN vs. IAU
STVN (Stevanato Group S.p.A.) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 3 years, STVN returned -13.14%/yr vs 31.39%/yr for IAU. At a 0.06 correlation, their price movements are largely independent.
Performance
STVN vs. IAU - Performance Comparison
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Returns By Period
In the year-to-date period, STVN achieves a -7.90% return, which is significantly lower than IAU's 3.83% return.
STVN
- 1D
- -1.38%
- 1M
- 4.16%
- YTD
- -7.90%
- 6M
- -20.68%
- 1Y
- -14.72%
- 3Y*
- -13.14%
- 5Y*
- —
- 10Y*
- —
IAU
- 1D
- 0.83%
- 1M
- -1.65%
- YTD
- 3.83%
- 6M
- 6.31%
- 1Y
- 32.47%
- 3Y*
- 31.39%
- 5Y*
- 18.52%
- 10Y*
- 13.38%
STVN vs. IAU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STVN Stevanato Group S.p.A. | -7.90% | -7.41% | -19.92% | 52.18% | -19.66% | 14.13% |
IAU iShares Gold Trust | 3.83% | 63.95% | 26.85% | 12.84% | -0.63% | 0.96% |
Correlation
The correlation between STVN and IAU is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2021 | 0.06 |
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Return for Risk
STVN vs. IAU — Risk / Return Rank
STVN
IAU
STVN vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stevanato Group S.p.A. (STVN) and iShares Gold Trust (IAU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| STVN | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.25 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.28 | 1.70 | -1.99 |
| Martin ratioReturn relative to average drawdown | -0.51 | 4.18 | -4.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| STVN | IAU | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.30 | 1.24 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.04 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.02 | 0.63 | -0.64 |
Drawdowns
STVN vs. IAU - Drawdown Comparison
The maximum STVN drawdown since its inception was -61.94%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for STVN and IAU.
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Drawdown Indicators
| STVN | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -45.14% | -16.80% |
Max Drawdown (1Y)Largest decline over 1 year | -51.95% | -19.18% | -32.77% |
Max Drawdown (3Y)Largest decline over 3 years | -61.94% | -19.18% | -42.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.93% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.82% | — |
Current DrawdownCurrent decline from peak | -47.49% | -17.02% | -30.47% |
Average DrawdownAverage peak-to-trough decline | -31.09% | -15.96% | -15.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.88% | 7.79% | +21.09% |
Volatility
STVN vs. IAU - Volatility Comparison
Stevanato Group S.p.A. (STVN) has a higher volatility of 9.47% compared to iShares Gold Trust (IAU) at 5.50%. This indicates that STVN's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STVN | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 5.50% | +3.97% |
Volatility (6M)Calculated over the trailing 6-month period | 36.68% | 23.03% | +13.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.92% | 26.41% | +23.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.35% | 17.94% | +32.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.35% | 15.90% | +34.45% |
Dividends
STVN vs. IAU - Dividend Comparison
STVN's dividend yield for the trailing twelve months is around 0.33%, while IAU has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
STVN Stevanato Group S.p.A. | 0.33% | 0.31% | 0.27% | 0.21% | 0.30% |
Frequently Asked Questions
STVN and IAU have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STVN has higher volatility (9.47%) compared to IAU (5.50%). In terms of maximum drawdown, STVN dropped -61.94% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (1.24 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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